Results 11 to 20 of about 7,158 (259)
Sparse Quantile Regression [PDF]
Journal of Econometrics, 2023 We consider both $\ell _{0}$-penalized and $\ell _{0}$-constrained quantile regression estimators. For the $\ell _{0}$-penalized estimator, we derive an exponential inequality on the tail probability of excess quantile prediction risk and apply it to obtain non-asymptotic upper bounds on the mean-square parameter and regression function estimation ...
Lee, Sokbae (Simon), Chen, Le-Yu
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Bayesian quantile regression [PDF]
SSRN Electronic Journal, 2005 Recent work by Schennach(2005) has opened the way to a Bayesian treatment of quantile regression. Her method, called Bayesian exponentially tilted empirical likelihood (BETEL), provides a likelihood for data y subject only to a set of m moment conditions of the form Eg(y, θ) = 0 where θ is a k dimensional parameter of interest and k may be smaller ...
Tony Lancaster, Sung Jae Jun
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Mathematics, 2023 Income modeling is crucial in determining workers’ earnings and is an important research topic in labor economics. Traditional regressions based on normal distributions are statistical models widely applied.
Helton Saulo +5 more
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Spatiotemporal changes of evaporation in Golestan province based on quantile regressions
Journal of Water and Climate Change, 2023 The results reveal statistically significant trends with distinct slopes in distinct quantiles for each station and season so that the changes in the trend of high values (quantile 0.9) of evaporation were more than low values (quantile 0.1).
Sedigheh Bararkhanpour Ahmadi +3 more
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Does Human Capital Play an Important Role in Farm Size Growth? The Case of Slovenia
New Medit, 2021 The paper investigates the drivers of farm size and farm size growth in Slovenia during the period 2007-2017 using a farm-level Farm Accountancy Data Network dataset within a quantile regression framework.
Stefan Bojnec, Imre Fertő
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Mixtures of quantile regressions [PDF]
Computational Statistics & Data Analysis, 2016 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Wu, Qiang, Yao, Weixin
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Bulletin of Geography. Socio-Economic Series, 2023 In rural Brazil, aging is an important phenomenon for the future of the country’s agricultural production. This process is associated with both increased life expectancy and rural-urban migration. According to studies on migration, young people are more
Camila de Moura Vogt, Adelar Fochezatto
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Pyramid Quantile Regression [PDF]
Journal of Computational and Graphical Statistics, 2019 Quantile regression models provide a wide picture of the conditional distributions of the response variable by capturing the effect of the covariates at different quantile levels. In most applications, the parametric form of those conditional distributions is unknown and varies across the covariate space, so fitting the given quantile levels ...
T. Rodrigues +2 more
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Evaluating momentum in Brazil using quantile regressions [PDF]
Revista Contabilidade & FinançasThe purpose of this study was to measure the relationship between expected returns and capital gains overhang (CGO) (a proxy for the disposition effect) in the Brazilian financial market.
Rodrigo Abbade da Silva +2 more
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Food Security and Sustainability: Discussing the Four Pillars to Encompass Other Dimensions
Foods, 2021 The unadjusted intake of food constitutes a real challenge for the several sustainability dimensions. In this perspective, the main objectives of this research are to characterise the current contexts of food security, its relationship with ...
Raquel de Pinho Ferreira Guiné +5 more
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